Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52109.6 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47947.28 Kr¶

PnL: ---------------------------------------> -984.72 Kr¶

DD now: ---------------------------------> -1.903 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 11:42:46.990387'

Anic Portfolio¶

This Week¶

Return: -0.402 %¶

Total portfolio value¶

Return including deposits: 70.581 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2354.000000 165.000000 7.540000 2189.000000
Svolder B 35 -2.280000 2254.000000 75.000000 3.440000 2179.000005
BHG Group 49 2.190000 708.540000 69.540000 10.880000 638.999984
Embracer Group B 26 1.500000 727.870000 65.870000 9.950000 661.999988
Vitrolife 3 0.250000 726.000000 49.000000 7.240000 677.000001
SynAct Pharma 9 3.400000 684.000000 39.000000 6.050000 645.000003
Biotage 4 0.880000 638.400000 35.400000 5.870000 603.000000
Addnode Group B 6 2.580000 786.600000 34.600000 4.600000 751.999998
Xvivo Perfusion 3 -0.170000 879.000000 34.000000 4.020000 845.000001
Humana 40 0.690000 696.800000 22.800000 3.380000 674.000000
Profoto Holding 7 2.620000 603.400000 21.400000 3.680000 581.999999
Eastnine 6 -0.890000 667.200000 10.200000 1.550000 657.000000
Sdiptech B 3 0.220000 826.800000 4.800000 0.580000 822.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Volati 5 0.000000 572.000000 -2.000000 -0.350000 574.000000
Fortnox 10 2.560000 665.400000 -2.600000 -0.390000 668.000000
Latour B 2 -0.220000 444.000000 -5.000000 -1.110000 449.000000
NCC B 7 0.270000 647.150000 -6.850000 -1.050000 653.999997
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.090000 648.000000 -10.000000 -1.520000 657.999999
Indutrade 5 0.350000 1303.500000 -16.500000 -1.250000 1320.000000
Gaming Innovation Group 161 0.390000 4169.900000 -18.100000 -0.430000 4187.999942
BONESUPPORT HOLDING 10 -0.910000 1203.000000 -21.000000 -1.720000 1224.000000
Nolato B 12 -0.570000 623.400000 -24.600000 -3.800000 648.000000
SCA A 4 -2.590000 571.200000 -27.800000 -4.640000 599.000000
Lime Technologies 2 -0.720000 554.000000 -39.000000 -6.580000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.760000 555.450000 -55.550000 -9.090000 610.999998
Investor A 16 0.280000 3451.200000 -93.800000 -2.650000 3545.000000
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Sedana Medical 135 -3.590000 4136.400000 -194.600000 -4.490000 4330.999935
New Wave B 40 -0.940000 3710.000000 -206.000000 -5.260000 3916.000000
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
Bactiguard Holding B 37 -0.980000 2604.800000 -362.200000 -12.210000 2966.999993
TOTAL 47943.460000 -988.540000 -1.90995% 48931.999868

Updated:¶

'2023-06-16 11:41:10.159869'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶